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A leading buy side firm is looking to add to their award winning structured & options rates quant team in London. Their derivatives team is widely regarded as one of the strongest on the street and offers a broad range of innovative FIC products, both flow & exotic for the clients. This role will suit a technical quant with a strong computational background in an object orientated language, (C++, Java, C#) and impressive mathematical modelling background. This is a traditional front office strats team so prior experience is required alongside strong communication skills.
The Role (some responsibilities but not limited to)
Development of both exotic & flow derivative pricing models within the Interest rates team
Supporting the local & global FICC trading businesses on structured & options focused projects
Modelling & calibration of innovative quant models, tools & libraries where applicable.
Working entirely within the front office, alongside other quants & trade specialists
Support traders & structuring on research strategies & quantitative ideologies to a large degree
4-8 years' experience within a similar quantitative role supporting FIC modelling projects
PhD/MSc from a top university in a quant focused field: Applied Mathematics, Theoretical Physics, Statistics & Probability, Financial Engineering etc..
Excellent knowledge of fixed income or interest rates products. Will also consider a hybrid credit focused background
Strong computational skills in either C++, Java, C# or Python
Clear and concise communication skills - prior experience liaising with traders/structurers is highly desired